Is it practical to train AlphaZero or MuZero (for indie games) on a personal computer?
The vast majority of neural networks are now trained on graphics processing units (GPUs) or specialised accelerator hardware such as tensor processing units (TPUs).
In Mastering Chess and Shogi by Self-Play with a General Reinforcement Learning Algorithm, Silver et al. say that the training process involved 5,000 first-generation TPUs generating self-play games and 64 second-generation TPUs for training. This is certainly far beyond what any practical gaming computer is likely to achieve, as you'll likely only have one GPU, and that might not even rival a single TPU. Training on the CPU will be substantially slower again than either a GPU or TPU. Training would be orders of magnitude slower; you might find these benchmarks by Wang et al. of interest.